One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,4)(3,7,8,6)(9,10,14,12)(11,17,19,15)(13,16,21,20)(18,23,24,22)(26,30)(28,36)(31,33)(34,40)(1,3,5,8)(2,6,4,7)(9,11)(10,15)(12,17)(13,18)(14,19)(16,22)(20,23)(21,24)(26,30)(31,33)(32,37)(38,39)(10,12)(15,17)(16,20)(22,23)(25,26,29,30)(27,33,35,31)(28,32,36,37)(34,39,40,38)(9,12,14,10)(11,17,19,15)(13,20,21,16)(18,23,24,22)(25,27,29,35)(26,31,30,33)(28,34,36,40)(32,38,37,39)(1,2,5,4)(3,6,8,7)(9,11)(10,15)(12,17)(13,18)(14,19)(16,22)(20,23)(21,24)(25,26)(27,31)(28,32)(29,30)(33,35)(34,38)(36,37)(39,40)(1,4,5,2)(3,7,8,6)(9,13,14,21)(10,16,12,20)(11,18,19,24)(15,22,17,23)(25,28)(26,32)(27,34)(29,36)(30,37)(31,38)(33,39)(35,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.